deribit_basis_low_fear_gate_long_v7 · strategy

163

closed trades

44%

win rate

-493.66

total pnl ($)

0.250

weight

7d window — n=43 wr=42% pnl=-178.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 19:22	BTC	Buy	60429→59459	-8.45	timeout
06-28 18:18	BTC	Buy	60519→59625	-7.80	timeout
06-28 16:05	BTC	Buy	60791→59895	-7.88	timeout
06-28 15:00	BTC	Buy	60597→60003	-5.38	timeout
06-28 03:18	BTC	Buy	60226→60228	-0.43	timeout
06-27 19:04	BTC	Buy	59660→60561	+7.12	timeout
06-27 18:03	BTC	Buy	60003→60434	+3.15	timeout
06-27 15:57	BTC	Buy	60277→60790	+3.80	timeout
06-27 14:57	BTC	Buy	59555→60584	+8.19	timeout
06-27 02:34	BTC	Buy	58832.9→60239	+11.47	timeout
06-26 18:15	BTC	Buy	59413→60040	+4.73	timeout
06-26 17:13	BTC	Buy	59331→60156	+6.39	timeout
06-26 15:11	BTC	Buy	59118→59852	+5.71	timeout
06-26 14:14	BTC	Buy	59263→59951	+5.31	timeout
06-26 02:24	BTC	Buy	59771→58300.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.69	stop_loss
06-25 13:58	BTC	Buy	59616→58150	-12.69	stop_loss
06-25 13:57	BTC	Buy	59822→58337.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.70	stop_loss
06-25 13:51	BTC	Buy	60674→59181.4	-12.71	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61114.1→59583.2	-12.95	stop_loss
06-24 15:08	BTC	Buy	62322.1→60789.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62599.1→61058.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62607.1→61066.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62759.1→61214.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62846.1→61300.3	-12.75	stop_loss
06-24 11:01	BTC	Buy	62345.1→62434.9	+0.23	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62412.1→62771.9	+2.38	timeout
06-24 07:55	BTC	Buy	62900.1→62628.9	-2.66	timeout
06-24 06:54	BTC	Buy	62931.1→62750.9	-1.94	timeout
06-23 08:20	BTC	Buy	63892.2→62320.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64432.2→62847.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64511.2→62924.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64560.2→62969.3	-12.79	stop_loss
06-22 22:25	BTC	Buy	63693.2→64223.8	+3.71	timeout
06-22 21:25	BTC	Buy	63641.2→64252.8	+4.34	timeout
06-22 20:24	BTC	Buy	64089.2→64429.8	+2.17	timeout
06-22 18:19	BTC	Buy	63989.2→64651.8	+4.68	timeout
06-22 17:16	BTC	Buy	64153.2→64644.8	+3.38	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-21 20:21	BTC	Buy	63924.2→64055.8	+0.58	timeout
06-21 19:21	BTC	Buy	63887.2→64168.8	+1.79	timeout
06-21 18:17	BTC	Buy	63826.2→63977.8	+0.82	timeout
06-21 17:12	BTC	Buy	63895.2→64181.8	+1.85	timeout
06-20 21:15	BTC	Buy	63242.2→63953.8	+5.18	timeout
06-20 20:12	BTC	Buy	63048.2→63934.8	+6.62	timeout
06-20 19:06	BTC	Buy	63058.2→63804.8	+5.48	timeout
06-20 18:03	BTC	Buy	63130.2→63877.8	+5.46	timeout
06-20 17:01	BTC	Buy	62938.1→63959.8	+7.63	timeout
06-19 19:40	BTC	Buy	62861.1→62951.9	+0.24	timeout
06-19 18:39	BTC	Buy	62687.1→62983.9	+1.90	timeout
06-19 17:32	BTC	Buy	62663.1→62931.9	+1.69	timeout
06-19 16:38	BTC	Buy	62611.1→63276.8	+4.88	timeout
06-19 15:59	BTC	Buy	62338.1→63172.8	+6.31	timeout
06-18 15:53	BTC	Buy	64029.2→62450.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64259.2→62673.5	-12.53	stop_loss
06-18 15:40	BTC	Buy	64247.2→62665.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64297.2→62713.5	-12.48	stop_loss
06-18 14:37	BTC	Buy	65147.3→63959.8	-9.55	timeout
06-17 22:03	BTC	Buy	65485.3→63850.9	-12.92	stop_loss
06-17 19:50	BTC	Buy	65668.3→64050.8	-12.78	stop_loss
06-17 19:29	BTC	Buy	65951.3→64328.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65951.3→64328.6	-12.76	stop_loss
06-17 16:39	BTC	Buy	65793.3→66009.7	+1.18	timeout
06-17 15:36	BTC	Buy	65909.3→65368.7	-4.56	timeout
06-17 14:35	BTC	Buy	65543.3→65196.7	-3.10	timeout
06-17 13:29	BTC	Buy	66006.3→64886.8	-8.98	timeout
06-16 22:42	BTC	Buy	66246.3→65713.7	-4.56	timeout
06-16 15:28	BTC	Buy	66653.3→65703.7	-7.65	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 14:22	BTC	Buy	66467.3→65688.7	-6.39	timeout
06-16 13:23	BTC	Buy	66856.3→66121.7	-6.02	timeout
06-15 22:15	BTC	Buy	65109.3→66363.7	+9.13	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63927.2→66734.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63675.2→66470.7	+21.51	take_profit
06-14 22:02	BTC	Buy	64408.2→65396.7	+7.18	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 17:48	BTC	Buy	64063.2→63797.8	-2.60	timeout
06-14 16:42	BTC	Buy	64046.2→64130.8	+0.16	timeout
06-13 21:36	BTC	Buy	63526.2→64266.8	+5.35	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 19:26	BTC	Buy	63753.2→64131.8	+2.52	timeout
06-13 17:25	BTC	Buy	63800.2→64012.8	+1.22	timeout
06-13 16:21	BTC	Buy	63746.2→64008.8	+1.65	timeout
06-12 20:36	BTC	Buy	63315.2→63514.8	+1.11	timeout
06-12 19:32	BTC	Buy	63810.2→63626.8	-1.90	timeout
06-12 18:24	BTC	Buy	63371.2→63693.8	+2.09	timeout
06-12 17:18	BTC	Buy	62424.1→63831.8	+10.78	timeout
06-12 16:17	BTC	Buy	62781.1→63887.8	+8.30	timeout
06-11 19:49	BTC	Buy	61913.1→63681.8	+13.71	timeout
06-11 18:42	BTC	Buy	61780.1→63473.8	+13.13	timeout
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.07	timeout
06-11 16:39	BTC	Buy	62289.1→62695.9	+2.71	timeout
06-11 15:38	BTC	Buy	62310.1→62823.9	+3.58	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

44%

win rate

-493.66

total pnl ($)

-60.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	163	44%	-60.4	-493.66

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 19:43	BTC	Buy	circuit_breaker
06-28 17:26	BTC	Buy	circuit_breaker
06-28 16:19	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…